Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99844.1082 | 69510.2187 | 30333.8895 | 82552.0226 | 68690.0507 | 13861.9719 |
Total P&L (%) | 99.8441 | 69.5102 | 30.3339 | 82.552 | 68.6901 | 13.862 |
Avg Daily Profit (%) | 0.1917 | 0.1335 | 0.0582 | 0.1156 | 0.1004 | 0.0249 |
Buy And Hold Return (%) | 17.8597 | 17.8597 | 17.8597 | 17.8597 | 17.8597 | 17.8597 |
Max Trade Drawdown | -37022 | -27167 | -44266 | -62497 | -46882 | -68726 |
Profit Factor | 1.2842 | 1.4745 | 1.1481 | 1.1629 | 1.3286 | 1.0465 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 66.9421 | 66.9421 | 66.9421 | 66.9421 | 66.9421 | 66.9421 |
Ratio Avg Win / Avg Loss | 0.6342 | 0.7281 | 0.567 | 0.5743 | 0.6561 | 0.5168 |
Largest Winning Trade | 32774 | 12135 | 32774 | 45061 | 16627 | 45061 |
Largest Losing Trade | -31172 | -13950 | -31172 | -47893 | -18618 | -47893 |
Avg Bars in Trades | 100 | 93 | 107 | 100 | 93 | 107 |
Avg Bars in Winners | 73 | 75 | 71 | 73 | 75 | 71 |
Avg Bars in Losers | 154 | 128 | 179 | 154 | 128 | 179 |
Bars Traded | 24240 | 11267 | 12973 | 24240 | 11267 | 12973 |
Profit Streak | 6.6187 | 15.7645 | 6.6187 | 6.6187 | 15.7645 | 6.6187 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323559 | -15229 | -181252 | -79294 | -60180 | -494265 |
{ "trading_pair": "LTC_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715322600000, "first_datapoint_time": 1716022800000, "last_datapoint_time": 1760320800000, "evaluation_time": 1760322053135, "expiration_time": 1766800800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 231, "offset": 159 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 99844.1081539298, 69510.2186725491, 30333.8894813807, 82552.0225648747, 68690.0507045589, 13861.9718603157 ], [ 99.844108, 69.510219, 30.333889, 82.552023, 68.690051, 13.861972 ], [ 0.191702, 0.13346, 0.058241, 0.115626, 0.100446, 0.024928 ], [ 17.859682, 17.859682, 17.859682, 17.859682, 17.859682, 17.859682 ], [ -37022, -27167, -44266, -62497, -46882, -68726 ], [ 1.2842, 1.47449, 1.148099, 1.162864, 1.328638, 1.046538 ], [ 242, 121, 121, 242, 121, 121 ], [ 162, 81, 81, 162, 81, 81 ], [ 80, 40, 40, 80, 40, 40 ], [ 66.942149, 66.942149, 66.942149, 66.942149, 66.942149, 66.942149 ], [ 0.634173, 0.728143, 0.566963, 0.574254, 0.656117, 0.516809 ], [ 32774, 12135, 32774, 45061, 16627, 45061 ], [ -31172, -13950, -31172, -47893, -18618, -47893 ], [ 100, 93, 107, 100, 93, 107 ], [ 73, 75, 71, 73, 75, 71 ], [ 154, 128, 179, 154, 128, 179 ], [ 24240, 11267, 12973, 24240, 11267, 12973 ], [ 6.61867, 15.764504, 6.61867, 6.61867, 15.764504, 6.618671 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323559, -15229, -181252, -79294, -60180, -494265 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715322600000, "first_datapoint_time": 1716022800000, "last_datapoint_time": 1760320800000, "evaluation_time": 1760322053135, "expiration_time": 1766800800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 231, "offset": 159 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|